Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51666.09 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48467.03 Kr¶

PnL: ---------------------------------------> -620.54 Kr¶

DD now: ---------------------------------> -0.536 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 17:16:22.216887'

Anic Portfolio¶

Today¶

Return: 0.052 %¶

This Week¶

Return: 8.708 %¶

Total¶

Return: 69.141 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.740000 3364.200000 184.200000 5.790000 3180.000006
HMS Networks 2 4.420000 812.800000 139.800000 20.770000 673.000000
Nordea Bank Abp 29 1.360000 3579.760000 125.760000 3.640000 3453.999992
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
SAAB B 8 0.890000 3447.200000 70.200000 2.080000 3377.000000
Swedbank A 3 3.390000 621.600000 57.600000 10.210000 564.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.550000 393.400000 38.400000 10.820000 355.000000
AcadeMedia 12 -0.300000 589.560000 32.560000 5.850000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Sampo Oyj SDB 7 1.190000 3867.500000 17.500000 0.450000 3850.000000
Securitas B 6 2.060000 583.800000 13.800000 2.420000 570.000000
Midsona B 63 3.400000 594.720000 11.720000 2.010000 582.999984
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.160000 2.160000 0.880000 246.000000
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.550000 547.250000 1.250000 0.230000 546.000000
Corem Property Group B 59 2.410000 577.320000 0.320000 0.060000 576.999999
CTEK 13 1.140000 505.570000 -28.430000 -5.320000 533.999999
Essity B 2 -1.360000 538.000000 -36.000000 -6.270000 574.000000
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 -0.050000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.080000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 5.030000 1859.000000 -130.000000 -6.540000 1989.000002
Axfood 15 -5.240000 3822.000000 -478.000000 -11.120000 4300.000005
Ovzon 64 -3.010000 3296.000000 -700.000000 -17.520000 3996.000000
TOTAL 48467.030000 -620.540000 -0.53575% 49087.564636

Updated:¶

'2023-02-01 17:16:35.322715'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶